def writeDrLog(self, content):
"""快速发出日志事件"""
log = VtLogData()
log.logContent = content
event = Event(type_=EVENT_DATARECORDER_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def writeCtaLog(self, content):
"""快速发出CTA模块日志事件"""
log = VtLogData()
log.logContent = content
log.gatewayName = 'CTA_STRATEGY'
event = Event(type_=EVENT_CTA_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def runChildProcess():
"""子进程运行函数"""
print('-'*20)
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.info(u'启动行情记录运行子进程')
ee = EventEngine2()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway('CTP')
me.addApp(dataRecorder)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_ERROR, processErrorEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
has_recorder_day = False
while True:
sleep(1)
if has_recorder_day == False:
time_now = datetime.now()
if time_now.time().hour ==15 and time_now.time().minute > 5:
event1 = Event(type_=EVENT_RECORDER_DAY)
ee.put(event1)
has_recorder_day = True
def putStrategyEvent(self, name):
"""触发策略状态变化事件（通常用于通知GUI更新）"""
strategy = self.strategyDict[name]
d = {k:strategy.__getattribute__(k) for k in strategy.varList}
event = Event(EVENT_CTA_STRATEGY+name)
event.dict_['data'] = d
self.eventEngine.put(event)
d2 = {k:str(v) for k,v in d.items()}
d2['name'] = name
event2 = Event(EVENT_CTA_STRATEGY)
event2.dict_['data'] = d2
self.eventEngine.put(event2)
class CtaStrategyManager(QtWidgets.QGroupBox):
"""策略管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, name, parent=None):
"""Constructor"""
super(CtaStrategyManager, self).__init__(parent)
self.ctaEngine = ctaEngine
self.eventEngine = eventEngine
self.name = name
self.initUi()
self.updateMonitor()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setTitle(self.name)
self.paramMonitor = CtaValueMonitor(self)
self.varMonitor = CtaValueMonitor(self)
height = 65
self.paramMonitor.setFixedHeight(height)
self.varMonitor.setFixedHeight(height)
buttonInit = QtWidgets.QPushButton(text.INIT)
buttonStart = QtWidgets.QPushButton(text.START)
buttonStop = QtWidgets.QPushButton(text.STOP)
buttonInit.clicked.connect(self.init)
buttonStart.clicked.connect(self.start)
buttonStop.clicked.connect(self.stop)
hbox1 = QtWidgets.QHBoxLayout()
hbox1.addWidget(buttonInit)
hbox1.addWidget(buttonStart)
hbox1.addWidget(buttonStop)
hbox1.addStretch()
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(self.paramMonitor)
hbox3 = QtWidgets.QHBoxLayout()
hbox3.addWidget(self.varMonitor)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox1)
vbox.addLayout(hbox2)
vbox.addLayout(hbox3)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateMonitor(self):
"""显示策略最新状态"""
paramDict = self.ctaEngine.getStrategyParam(self.name)
if paramDict:
self.paramMonitor.updateData(paramDict)
varDict = self.ctaEngine.getStrategyVar(self.name)
if varDict:
self.varMonitor.updateData(varDict)
#----------------------------------------------------------------------
def updateVar(self, event):
"""更新策略变量"""
data = event.dict_['data']
self.varMonitor.updateData(data)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateVar)
self.eventEngine.register(EVENT_CTA_STRATEGY+self.name, self.signal.emit)
#----------------------------------------------------------------------
def init(self):
"""初始化策略"""
self.ctaEngine.initStrategy(self.name)
#----------------------------------------------------------------------
def start(self):
"""启动策略"""
self.ctaEngine.startStrategy(self.name)
#----------------------------------------------------------------------
def stop(self):
"""停止策略"""
self.ctaEngine.stopStrategy(self.name)
class CtaEngineManager(QtWidgets.QWidget):
"""CTA引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, ctaEngine, eventEngine, parent=None):
"""Constructor"""
super(CtaEngineManager, self).__init__(parent)
self.ctaEngine = ctaEngine
self.eventEngine = eventEngine
self.strategyLoaded = False
self.initUi()
self.registerEvent()
# 记录日志
self.ctaEngine.writeCtaLog(text.CTA_ENGINE_STARTED)
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.CTA_STRATEGY)
# 按钮
loadButton = QtWidgets.QPushButton(text.LOAD_STRATEGY)
initAllButton = QtWidgets.QPushButton(text.INIT_ALL)
startAllButton = QtWidgets.QPushButton(text.START_ALL)
stopAllButton = QtWidgets.QPushButton(text.STOP_ALL)
loadButton.clicked.connect(self.load)
initAllButton.clicked.connect(self.initAll)
startAllButton.clicked.connect(self.startAll)
stopAllButton.clicked.connect(self.stopAll)
# 滚动区域，放置所有的CtaStrategyManager
self.scrollArea = QtWidgets.QScrollArea()
self.scrollArea.setWidgetResizable(True)
# CTA组件的日志监控
self.ctaLogMonitor = QtWidgets.QTextEdit()
self.ctaLogMonitor.setReadOnly(True)
self.ctaLogMonitor.setMaximumHeight(200)
# 设置布局
hbox2 = QtWidgets.QHBoxLayout()
hbox2.addWidget(loadButton)
hbox2.addWidget(initAllButton)
hbox2.addWidget(startAllButton)
hbox2.addWidget(stopAllButton)
hbox2.addStretch()
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(hbox2)
vbox.addWidget(self.scrollArea)
vbox.addWidget(self.ctaLogMonitor)
self.setLayout(vbox)
#----------------------------------------------------------------------
def initStrategyManager(self):
"""初始化策略管理组件界面"""
w = QtWidgets.QWidget()
vbox = QtWidgets.QVBoxLayout()
l = self.ctaEngine.getStrategyNames()
for name in l:
strategyManager = CtaStrategyManager(self.ctaEngine, self.eventEngine, name)
vbox.addWidget(strategyManager)
vbox.addStretch()
w.setLayout(vbox)
self.scrollArea.setWidget(w)
#----------------------------------------------------------------------
def initAll(self):
"""全部初始化"""
self.ctaEngine.initAll()
#----------------------------------------------------------------------
def startAll(self):
"""全部启动"""
self.ctaEngine.startAll()
#----------------------------------------------------------------------
def stopAll(self):
"""全部停止"""
self.ctaEngine.stopAll()
#----------------------------------------------------------------------
def load(self):
"""加载策略"""
if not self.strategyLoaded:
self.ctaEngine.loadSetting()
self.initStrategyManager()
self.strategyLoaded = True
self.ctaEngine.writeCtaLog(text.STRATEGY_LOADED)
#----------------------------------------------------------------------
def updateCtaLog(self, event):
"""更新CTA相关日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.ctaLogMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateCtaLog)
self.eventEngine.register(EVENT_CTA_LOG, self.signal.emit)
class DrEngineManager(QtWidgets.QWidget):
"""行情数据记录引擎管理组件"""
signal = QtCore.Signal(type(Event()))
#----------------------------------------------------------------------
def __init__(self, drEngine, eventEngine, parent=None):
"""Constructor"""
super(DrEngineManager, self).__init__(parent)
self.drEngine = drEngine
self.eventEngine = eventEngine
self.initUi()
self.updateSetting()
self.registerEvent()
#----------------------------------------------------------------------
def initUi(self):
"""初始化界面"""
self.setWindowTitle(text.DATA_RECORDER)
# 记录合约配置监控
tickLabel = QtWidgets.QLabel(text.TICK_RECORD)
self.tickTable = QtWidgets.QTableWidget()
self.tickTable.setColumnCount(2)
self.tickTable.verticalHeader().setVisible(False)
self.tickTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.tickTable.setAlternatingRowColors(True)
self.tickTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
barLabel = QtWidgets.QLabel(text.BAR_RECORD)
self.barTable = QtWidgets.QTableWidget()
self.barTable.setColumnCount(2)
self.barTable.verticalHeader().setVisible(False)
self.barTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.barTable.setAlternatingRowColors(True)
self.barTable.setHorizontalHeaderLabels(
[text.CONTRACT_SYMBOL, text.GATEWAY])
activeLabel = QtWidgets.QLabel(text.DOMINANT_CONTRACT)
self.activeTable = QtWidgets.QTableWidget()
self.activeTable.setColumnCount(2)
self.activeTable.verticalHeader().setVisible(False)
self.activeTable.setEditTriggers(QtWidgets.QTableWidget.NoEditTriggers)
self.activeTable.setAlternatingRowColors(True)
self.activeTable.setHorizontalHeaderLabels(
[text.DOMINANT_SYMBOL, text.CONTRACT_SYMBOL])
# 日志监控
self.logMonitor = QtWidgets.QTextEdit()
self.logMonitor.setReadOnly(True)
self.logMonitor.setMinimumHeight(300)
# 设置布局
grid = QtWidgets.QGridLayout()
grid.addWidget(tickLabel, 0, 0)
grid.addWidget(barLabel, 0, 1)
grid.addWidget(activeLabel, 0, 2)
grid.addWidget(self.tickTable, 1, 0)
grid.addWidget(self.barTable, 1, 1)
grid.addWidget(self.activeTable, 1, 2)
vbox = QtWidgets.QVBoxLayout()
vbox.addLayout(grid)
vbox.addWidget(self.logMonitor)
self.setLayout(vbox)
#----------------------------------------------------------------------
def updateLog(self, event):
"""更新日志"""
log = event.dict_['data']
content = '\t'.join([log.logTime, log.logContent])
self.logMonitor.append(content)
#----------------------------------------------------------------------
def registerEvent(self):
"""注册事件监听"""
self.signal.connect(self.updateLog)
self.eventEngine.register(EVENT_DATARECORDER_LOG, self.signal.emit)
#----------------------------------------------------------------------
def updateSetting(self):
"""显示引擎行情记录配置"""
setting, activeSetting = self.drEngine.getSetting()
for d in setting.values():
if 'tick' in d and d['tick']:
self.tickTable.insertRow(0)
self.tickTable.setItem(0, 0, TableCell(d['symbol']))
self.tickTable.setItem(0, 1, TableCell(d['gateway']))
if 'bar' in d and d['bar']:
self.barTable.insertRow(0)
self.barTable.setItem(0, 0, TableCell(d['symbol']))
self.barTable.setItem(0, 1, TableCell(d['gateway']))
for vtSymbol, activeSymbol in activeSetting.items():
self.activeTable.insertRow(0)
self.activeTable.setItem(0, 0, TableCell(activeSymbol))
self.activeTable.setItem(0, 1, TableCell(vtSymbol))
self.tickTable.resizeColumnsToContents()
self.barTable.resizeColumnsToContents()
self.activeTable.resizeColumnsToContents()